+665.3%
IWF vs RBA
+3,410.5%
-2,745.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.9% | +3.2% | -6.1% | -3.7% |
| 30D | -10.9% | +12.0% | -22.9% | -13.6% |
| 3M | -8.1% | +2.9% | -11.0% | -9.2% |
| 6M | -7.5% | -6.3% | -1.3% | -7.0% |
| YTD | -3.4% | -5.9% | +2.5% | -3.3% |
| 1Y | -5.0% | -3.9% | -1.1% | -5.5% |
| 3Y | +64.0% | +64.9% | -0.9% | +40.0% |
| 5Y | +56.8% | +48.5% | +8.3% | +34.5% |
| 10Y | +381.2% | +211.8% | +169.4% | +228.5% |
| All | +665.3% | +3,410.5% | -2,745.2% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling